Showing cs.LGShow all
2 papers · 1 filter
cs.LG2025
A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
Jian'an Zhang
We propose ARBITER, a risk-neutral neural operator for learning joint SPX-VIX term structures under no-arbitrage constraints. ARBITER maps market states to an operator that outputs…
cs.LG2025
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
Jian'an Zhang
We introduce Tail-Safe, a deployability-oriented framework for derivatives hedging that unifies distributional, risk-sensitive reinforcement learning with a white-box control-barri…